Germany
Over 2012 to 2026 (15 years of data), BOSSDEEUR has tended to move long between 12.10 and 23.11, closing higher in 78.6% of those years for an average +3.03% move and an annualized Sharpe of 0.79.
Best window
12.10 - 23.11
Direction
Long
Win rate
78.6%
Avg return
+3.03%
Sample
14 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 23.11 | Long | 78.6% | +3.03% | 0.79 | 14 |
| 12.10 → 24.11 | Long | 78.6% | +2.95% | 0.69 | 14 |
| 11.10 → 15.11 | Long | 78.6% |
| +2.80% |
| 0.71 |
| 14 |
| 12.10 → 25.11 | Long | 78.6% | +2.76% | 0.66 | 14 |
| 12.10 → 15.11 | Long | 78.6% | +2.69% | 0.72 | 14 |
| 12.10 → 14.11 | Long | 78.6% | +2.66% | 0.77 | 14 |
| 11.10 → 17.11 | Long | 78.6% | +2.15% | 0.62 | 14 |
| 11.10 → 18.11 | Long | 78.6% | +2.09% | 0.61 | 14 |